Hundreds of protesters gathered Tuesday on the streets of New York as police are on high alert after the assassination of two officers. The protests went on despite a call by Mayor Bill de Blasio to wait until after the officers are laid to rest.

In an interview with CNN's Erin Burnett, former New York Mayor Rudy Giuliani slammed the mayor and President Barack Obama for giving the impression that racism was a systemic problem within the NYPD.

(CNN) - A tornado system touched down in portions of Mississippi on Tuesday afternoon, killing at least four people and leaving injuries, damage and power outages, said local authorities.

Two people died in Jones County and two more in Marion County, said state Emergency Management Agency spokesman Brett Carr.

"Two people died inside their mobile home that was completely destroyed," said Jones County Sheriff Alex Hodge. "This was in the rural part of Jones County. There were other brick and mortar homes that had major damage but we have no other injuries reported."

"Assassination." That's the word U.S. Attorney General Eric Holder used Monday night when he called the murders of two New York City police officers on Saturday.

New York and police departments nationwide are on high alert for copycat attacks in the wake of the brutal execution. The NYPD is investigating at least 15 online threats. The NYPD released new surveillance video today that captures the shooter, Ismaaiyl Brinsley, just before he went on his murderous rampage. The video shows the 28-year-old in a New York mall, carrying what appears to be a white styrofoam box Saturday afternoon. Police say the box ilprobably holds the gun he used to kill officers Wenjian Liu and Rafael Ramos.

Investigators also discovered video on Brinsley's cellphone of a New York City protest earlier this month. They say Brinsley was a spectator on a day of nationwide protests over the deaths of Eric Garner and Michael Brown.

Authorities are still trying to determine Brinsley's motivation as well as what he did during the crucial two-and-a-half hours before the shooting.

CNN Miguels Marquez has more on the events leading up to the shooting of two NYPD officers, and thereafter.